bc-utils

Barchart.com allows registered users to download historic futures contract prices in CSV format. Individual contracts must be downloaded separately, which is laborious and slow. This script automates the process.

Quickstart

from bcutils.bc_utils import get_barchart_downloads, create_bc_session

CONTRACTS={
    "AUD":{"code":"A6","cycle":"HMUZ","tick_date":"2009-11-24"},
    "GOLD": {"code": "GC", "cycle": "GJMQVZ", "tick_date": "2008-05-04"}
}

session = create_bc_session(config=dict(
    barchart_username="user@domain.com",
    barchart_password = "s3cr3t_321")
)

get_barchart_downloads(
    session,
    contract_map=CONTRACTS,
    save_directory='/home/user/contract_data',
    start_year=2020,
    end_year=2021
)

The code above would:

• for the CME Australian Dollar future, get hourly OHLCV data for the Mar, Jun, Sep and Dec 2020 contracts
• download in CSV format
• save with filenames AUD_20200300.csv, AUD_20200600.csv, AUD_20200900.csv, AUD_20201200.csv into the specified directory
• for COMEX Gold, get Feb, Apr, Jun, Aug, Oct, and Dec data, with filenames like GOLD_20200200.csv etc

Features:

• Designed to be run once a day by a scheduler
• the script handles skips contracts already downloaded
• by default gets 120 days of data per contract, override possible per instrument
• dry run mode to check setup
• there is logic to switch to daily data when hourly is not available
• you must be a registered user. Paid subscribers get 100 downloads a day, otherwise 5